Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50766.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45212.98 Kr¶

PnL: ---------------------------------------> -364.61 Kr¶

DD now: ---------------------------------> -4.432 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:28:55.277213'

Anic Portfolio¶

Today¶

Return: 0.029 %¶

This Week¶

Return: 0.029 %¶

Total portfolio value¶

Return including deposits: 66.196 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.000000 1092.900000 25.200000 2.360000 1067.700000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.340000 2057.850000 17.000000 0.830000 2040.850000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.580000 897.200000 14.000000 1.590000 883.200000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Atrium Ljungberg B 5 0.280000 911.000000 9.500000 1.050000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Alimak Group 12 0.480000 1010.400000 6.000000 0.600000 1004.400000
Gränges 10 4.620000 1041.000000 5.000000 0.480000 1036.000000
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
Vitec Software Group B 2 -1.870000 1105.000000 4.000000 0.360000 1101.000000
Latour B 4 -2.590000 858.000000 4.000000 0.470000 854.000000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
ASSA ABLOY B 4 -1.190000 993.600000 2.800000 0.280000 990.800000
JM 7 -1.160000 950.600000 2.800000 0.300000 947.800000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
SKF B 5 -1.310000 978.500000 0.500000 0.050000 978.000000
Biotage 1 -6.460000 147.600000 0.100000 0.070000 147.500000
Byggmax Group 33 -1.620000 964.260000 -0.660000 -0.070000 964.920000
Hennes & Mauritz B 6 -1.330000 908.040000 -1.920000 -0.210000 909.960000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Hoist Finance 36 0.360000 1002.600000 -5.400000 -0.540000 1008.000000
BioGaia B 8 -2.270000 896.800000 -5.600000 -0.620000 902.400000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Catena 2 -0.600000 797.200000 -6.400000 -0.800000 803.600000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
Investor B 3 -1.280000 646.350000 -11.650000 -1.770000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.650000 1853.380000 -44.120000 -2.330000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -3.230000 2615.160000 -368.420000 -12.350000 2983.577733
TOTAL 45212.980000 -364.610000 -4.43154% 45577.591729

Updated:¶

'2023-06-19 12:29:12.511801'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶